JEFFERSON CITY, Mo. — Missouri Gov. Eric Greitens says there was no blackmail or threatened violence in an extramarital affair he had in 2015.

In his first interview since acknowledging the affair, the Republican governor told The Associated Press on Saturday that he won't resign.

St. Louis television station KMOV-TV broke the news about the affair shortly after Greitens' State of the State speech last week.

Greitens' attorney has denied that Greitens threatened to release a semi-nude photo of the woman, who was his hairdresser, if she spoke about the affair. But this is the first time Greitens has personally addressed some of the more lurid allegations against him.

Greitens didn't directly answer questions about whether he took the photo in question. He said neither he nor his staff have been contacted by the FBI or the St. Louis circuit attorney's office, which is investigating.